+194.2%
XOM vs CLSK
-63.3%
+257.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.6% |
| 7D | +1.9% | +1.7% | +0.1% | +1.8% |
| 30D | +4.1% | +11.1% | -7.0% | +4.0% |
| 3M | +10.4% | -14.1% | +24.5% | +10.4% |
| 6M | +13.0% | +32.9% | -19.9% | +12.7% |
| YTD | +40.1% | +26.5% | +13.6% | +39.6% |
| 1Y | +51.1% | +27.6% | +23.5% | +50.4% |
| 3Y | +57.7% | +190.9% | -133.2% | +55.2% |
| 5Y | +264.7% | -0.4% | +265.1% | +258.6% |
| All | +194.2% | -63.3% | +257.5% | +191.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling